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First Trust Intermediate Duration Investment Grade...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Inception Date
Aug 1, 2023
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in First Trust Intermediate Duration Investment Grade Corporate ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

First Trust Intermediate Duration Investment Grade Corporate ETF (FIIG) has returned -0.98% so far this year and 4.98% over the past 12 months.


First Trust Intermediate Duration Investment Grade Corporate ETF

1D
0.68%
1M
-1.85%
YTD
-0.98%
6M
0.28%
1Y
4.98%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 3, 2023, FIIG's average daily return is +0.03%, while the average monthly return is +0.52%. At this rate, your investment would double in approximately 11.1 years.

Historically, 63% of months were positive and 38% were negative. The best month was Nov 2023 with a return of +6.0%, while the worst month was Sep 2023 at -2.9%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 2 months.

On a daily basis, FIIG closed higher 50% of trading days. The best single day was Nov 14, 2023 with a return of +1.5%, while the worst single day was Apr 7, 2025 at -1.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.09%0.97%-1.85%-0.98%
20250.77%1.84%-0.01%0.04%0.34%1.89%-0.09%1.29%1.14%0.37%1.04%-0.14%8.80%
2024-0.09%-1.75%1.25%-2.26%1.82%0.92%2.19%1.86%1.60%-2.45%1.25%-2.02%2.15%
20231.08%-2.93%-1.53%6.02%4.29%6.83%

Benchmark Metrics

First Trust Intermediate Duration Investment Grade Corporate ETF has an annualized alpha of 4.79%, beta of 0.11, and R² of 0.07 versus S&P 500 Index. Calculated based on daily prices since August 04, 2023.

  • This ETF participated in 39.60% of S&P 500 Index downside but only 35.68% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.11 may look defensive, but with R² of 0.07 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.07 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.79%
Beta
0.11
0.07
Upside Capture
35.68%
Downside Capture
39.60%

Expense Ratio

FIIG has an expense ratio of 0.65%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FIIG ranks 53 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


FIIG Risk / Return Rank: 5353
Overall Rank
FIIG Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FIIG Sortino Ratio Rank: 4949
Sortino Ratio Rank
FIIG Omega Ratio Rank: 4444
Omega Ratio Rank
FIIG Calmar Ratio Rank: 6464
Calmar Ratio Rank
FIIG Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for First Trust Intermediate Duration Investment Grade Corporate ETF (FIIG) and compare them to a chosen benchmark (S&P 500 Index).


FIIGBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.90

+0.08

Sortino ratio

Return per unit of downside risk

1.37

1.39

-0.01

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

1.68

1.40

+0.28

Martin ratio

Return relative to average drawdown

5.73

6.61

-0.88

Explore FIIG risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

First Trust Intermediate Duration Investment Grade Corporate ETF provided a 4.92% dividend yield over the last twelve months, with an annual payout of $1.02 per share. The fund has been increasing its distributions for 2 consecutive years.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%$0.00$0.20$0.40$0.60$0.80$1.00202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$1.02$1.01$0.91$0.36

Dividend yield

4.92%4.76%4.45%1.72%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Intermediate Duration Investment Grade Corporate ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.08$0.08$0.08$0.24
2025$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.14$1.01
2024$0.07$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.91
2023$0.09$0.09$0.09$0.09$0.36

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Intermediate Duration Investment Grade Corporate ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the First Trust Intermediate Duration Investment Grade Corporate ETF was 5.50%, occurring on Oct 19, 2023. Recovery took 22 trading sessions.

The current First Trust Intermediate Duration Investment Grade Corporate ETF drawdown is 1.92%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-5.5%Aug 9, 202351Oct 19, 202322Nov 20, 202373
-5.23%Sep 25, 202475Jan 13, 2025111Jun 24, 2025186
-3.7%Dec 28, 202375Apr 16, 202441Jun 13, 2024116
-3.15%Feb 27, 202621Mar 27, 2026
-1.68%Oct 23, 20258Nov 3, 202567Feb 10, 202675

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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